Market Risk - Basic

 
  • Price: US$ 150.00
  • Publisher: KESDEE
  • Number of modules: 8
  • Length: 16 hours
  • Language: English
  • Subscription: 12 months
whats-included

A Beginner's Guide to Managing Market Risk - 8 Modules







1. Interest Rate Risk

  • Types of Interest Rate Risk
  • Impact of Interest Rate Risk
  • Measuring Interest Rate Risk I
  • Measuring Interest Rate Risk II


2. Liquidity Risk

  • Liquidity Measurement Systems
  • Liquidity Management
  • Practical Tools and Techniques
  • Liquidity Risk and VaR


3. Equity Risk

  • Capital Asset Pricing Model
  • Measuring Equity Risk
  • Diversification and Equity Risk


4. Foreign Exchange Risk

  • Regulations


5. Commodity Risk

  • Commodity Market
  • Methodology


6. Portfolio Risk

  • Types of Risk Exposure
  • Measuring Portfolio Risk
  • Portfolio Management


7. Value at Risk

  • Risk Measures
  • Introduction
  • Value at Risk Parameters
  • Role of VaR
  • Regulators and VaR
  • Determining VaR
  • Evaluating VaR
  • Application of VaR


8. Regulatory Issues

  • Aim of Regulation
  • Basel Accord
  • Approaches to Capital Charges